+508.7%
ONTO vs GWRE
+41.6%
+467.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +8.4% |
| 7D | +16.4% | -7.3% | +23.7% | +19.1% |
| 30D | -21.4% | -4.0% | -17.4% | -21.5% |
| 3M | -32.7% | -10.5% | -22.3% | -33.5% |
| 6M | -25.2% | +17.7% | -43.0% | -37.8% |
| YTD | +36.2% | -21.3% | +57.6% | +34.2% |
| 1Y | +61.2% | -28.0% | +89.2% | +66.7% |
| 3Y | +58.7% | +73.6% | -15.0% | -16.4% |
| 5Y | +143.6% | +26.1% | +117.5% | +57.3% |
| All | +508.7% | +41.6% | +467.1% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling